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Trade: QTUM/USDT/720/VWAP/WMA/6417

Strategy
QTUM/USDT/720/VWAP/WMA/6417
Pair
QTUM_USDT
Interval
12h
Score
416289
Daily Profit
0.181669
Profit Factor
2.114022
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-09-30 16:36
Expiration Time
2025-12-14 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511119.285 454718.3025 56400.9825 202128.3211 1172482.0147 -970353.6936
Total P&L (%) 511.1193 454.7183 56.401 202.1283 1172.482 -970.3537
Avg Daily Profit (%) 0.2042 0.1817 0.0225 0.0442 0.1017 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112944 -59047 -103652 -2159383 -661140 -1946884
Profit Factor 1.477 2.114 1.085 1.0216 1.3673 0.8423
Total Trades 267 134 133 267 134 133
Winning Trades 145 67 78 145 67 78
Losing Trades 122 67 55 122 67 55
Profitability (%) 54.3071 50 58.6466 54.3071 50 58.6466
Ratio Avg Win / Avg Loss 1.2427 2.114 0.7651 0.8596 1.3673 0.5939
Largest Winning Trade 196800 196800 53270 548671 548671 523785
Largest Losing Trade -60992 -31683 -60992 -1063102 -356523 -1063102
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 20 21 20 20 21 20
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 4860 2454 2406 4860 2454 2406
Profit Streak 0 0 35.5671 0 0 35.5671
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412986 416289 -290607 -330057 -56252 -579038
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239396852,
    "expiration_time": 1765721376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 63
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            511119.2849789867,
            454718.3025004412,
            56400.9824785453,
            202128.3210695225,
            1172482.014680358,
            -970353.6936108344
        ],
        [
            511.119285,
            454.718303,
            56.400982,
            202.128321,
            1172.482015,
            -970.353694
        ],
        [
            0.204203,
            0.181669,
            0.022533,
            0.044184,
            0.101672,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112944,
            -59047,
            -103652,
            -2159383,
            -661140,
            -1946884
        ],
        [
            1.476964,
            2.114022,
            1.085014,
            1.021634,
            1.367334,
            0.842255
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            145,
            67,
            78,
            145,
            67,
            78
        ],
        [
            122,
            67,
            55,
            122,
            67,
            55
        ],
        [
            54.307116,
            50,
            58.646617,
            54.307116,
            50,
            58.646617
        ],
        [
            1.242687,
            2.114022,
            0.765074,
            0.859581,
            1.367334,
            0.593898
        ],
        [
            196800,
            196800,
            53270,
            548671,
            548671,
            523785
        ],
        [
            -60992,
            -31683,
            -60992,
            -1063102,
            -356523,
            -1063102
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            4860,
            2454,
            2406,
            4860,
            2454,
            2406
        ],
        [
            0,
            0,
            35.567093,
            0,
            0,
            35.567093
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412986,
            416289,
            -290607,
            -330057,
            -56252,
            -579038
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239396852,
    "expiration_time": 1765721376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 63
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)